New Stan data type: zero_sum_vector

I wondered about exactly the same thing a while ago. It turns out that with normal prior on the intercept, you can parametrize the model with sum-to-zero constraint, resolve identifiability issues + remove one parameter, but then recover exactly the same inferences as you would have with the original model: Correlated posterior - Sum to zero constraint for varying intercepts?! - #24 by martinmodrak

(there’s also a lot of interesting ideas from other contributors to the thread)

The specific way I did that however didn’t result in improved performance in the cases I cared about, but hope there’s still something to learn from the attempt.

I’ll also tag @paul.buerkner who seemed to be interested in the previous discussion on the topic.

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